English, Article, Journal or magazine article edition: Dynamic Factor Analytical Model Estimation Using Dynfac: A Guide for Users Francisco José Goerlich Gisbert

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Bookmark: http://trove.nla.gov.au/version/121240
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Dynamic Factor Analytical Model Estimation Using Dynfac: A Guide for Users
Author
  • Francisco José Goerlich Gisbert
Physical Description
  • preprint
Notes
  • This is a user's guide for the DYNFAC package. A program written in GAUSS toestimate, by maximum likelihood in the time domain, DYNamic FACtor analytic modelswith one common factor (single-index models), by means of the Kalman filter.The underlying theory and methods are briefly explained. Esta es la guía de usuario del programa DYNFAC. Un programa escrito en lenguaje matricial GAUSS para estimar, por máxima verosimilitud en el dominio temporal, modelos FACtoriales DYNámicos con un factor común no observable, por medio del filtro de Kalman.La teoría y los métodos que forman la base del programa son explicados de forma concisa.
  • Modelos factoriales dinámicos, filtro de Kalman, software D ynamic Factor models, Kalrnan filter, software
  • RePEc:ivi:wpasec:1997-06
Language
  • English
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